VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 2021
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 356,803: 79,298 148,045 74,059 181,878 109,252 335,235 331,356: 21,568 25,447
Old : 356,803: 79,298 148,045 74,059 181,878 109,252 335,235 331,356: 21,568 25,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2021 :
: 4,287: -3,383 3,215 1,187 5,704 3,230 3,508 7,632: 779 -3,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 41.5 20.8 51.0 30.6 94.0 92.9: 6.0 7.1
Old : 100.0: 22.2 41.5 20.8 51.0 30.6 94.0 92.9: 6.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 42 79 77 33 41 122 156:
Old : 175: 42 79 77 33 41 122 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 19.1 52.9 31.6 36.3 15.3 45.1 24.3
Old : 40.8 19.1 52.9 31.6 36.3 15.3 45.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2021